Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47392.11 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45994.12 Kr¶

PnL: ---------------------------------------> -894.45 Kr¶

DD now: ---------------------------------> -2.545 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 13:45:27.576967'

Anic Portfolio¶

Today¶

Return: 0.174 %¶

This Week¶

Return: -1.087 %¶

Total¶

Return: 55.15 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.960000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 -0.910000 783.600000 110.600000 16.430000 673.000000
Nordea Bank Abp 29 0.920000 3515.380000 61.380000 1.780000 3453.999992
MedCap 2 1.300000 469.000000 48.000000 11.400000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.330000 398.900000 43.900000 12.370000 355.000000
SAAB B 8 -0.790000 3416.000000 39.000000 1.150000 3377.000000
Boozt 12 1.150000 1690.800000 36.800000 2.220000 1653.999996
Resurs Holding 22 1.370000 601.920000 27.920000 4.860000 573.999998
Corem Property Group B 59 0.590000 602.390000 25.390000 4.400000 576.999999
AcadeMedia 12 -0.080000 578.160000 21.160000 3.800000 557.000004
Swedbank A 3 1.460000 584.250000 20.250000 3.590000 564.000000
Intrum 4 0.150000 545.600000 18.600000 3.530000 527.000000
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
OEM International B 7 -0.770000 541.800000 13.800000 2.610000 527.999997
Securitas B 6 1.290000 583.560000 13.560000 2.380000 570.000000
Norva24 Group 16 -0.230000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.210000 254.640000 8.640000 3.510000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 569.100000 7.100000 1.260000 562.000005
Creaspac SPAC 6 0.210000 582.000000 5.000000 0.870000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -0.370000 533.600000 1.600000 0.300000 532.000000
Handelsbanken A 5 0.320000 541.750000 -4.250000 -0.780000 546.000000
Midsona B 63 -0.220000 567.000000 -16.000000 -2.740000 582.999984
International Petroleum Corp. 5 3.710000 572.500000 -22.070000 -3.710000 594.565215
CTEK 13 -3.750000 510.770000 -23.230000 -4.350000 533.999999
Essity B 2 -0.580000 546.000000 -28.000000 -4.880000 574.000000
Essity A 4 -0.180000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 -1.530000 545.560000 -67.440000 -11.000000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 1.160000 3654.000000 -157.000000 -4.120000 3810.999990
Beijer Electronics Group 26 -1.670000 2756.000000 -215.000000 -7.240000 2971.000006
OX2 18 0.700000 1428.300000 -235.700000 -14.160000 1663.999992
Axfood 13 0.260000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -1.310000 2740.400000 -621.600000 -18.490000 3361.999992
TOTAL 45994.120000 -894.450000 -2.54531% 46888.564618

Updated:¶

'2023-01-27 13:45:40.649021'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶